Whip 2 T. of heavy cream to hold stiff peaks. Add the salt, cayenne pepper, lemon juice, and vodka, and whip again to combine. Set aside.

Remove the top of the egg by carefully cracking it at one end, then peeling away enough of the shell to pour out the egg into a bowl. Then just try to even out the edges as best you can. A rustic look is not always a bad look. Rinse out the egg-shell and set aside.

Beat the egg with 1 T. heavy cream and some salt. Heat up a small frying pan with the butter on medium heat, add the egg, and using a wooden spoon stir the egg constantly until you have a nice soft scramble, a couple of minutes at the most. Remove from the heat, and carefully fill the scrambled egg into the empty egg-shell. Pipe the vodka cream onto the top (you may have extra) and then top with a spoonful of caviar and serve.